| Autocorrelation Function | |||
| Time lag k | ACF(k) | T-STAT | P-value |
| 1 | -0.432916 | -4.499 | 9e-06 |
| 2 | 0.042432 | 0.441 | 0.330059 |
| 3 | -0.016114 | -0.1675 | 0.43366 |
| 4 | 0.029346 | 0.305 | 0.380489 |
| 5 | -0.425751 | -4.4245 | 1.2e-05 |
| 6 | 0.797857 | 8.2916 | 0 |
| 7 | -0.427689 | -4.4447 | 1.1e-05 |
| 8 | 0.005946 | 0.0618 | 0.47542 |
| 9 | -0.023312 | -0.2423 | 0.404518 |
| 10 | 0.00808 | 0.084 | 0.466616 |
| 11 | -0.352388 | -3.6621 | 0.000195 |
| 12 | 0.748765 | 7.7814 | 0 |
| 13 | -0.409369 | -4.2543 | 2.2e-05 |
| 14 | 0.00069 | 0.0072 | 0.497145 |
| 15 | -0.002662 | -0.0277 | 0.488989 |
| 16 | -0.008245 | -0.0857 | 0.46594 |
| 17 | -0.378291 | -3.9313 | 7.5e-05 |
| 18 | 0.709287 | 7.3711 | 0 |
| 19 | -0.383248 | -3.9828 | 6.2e-05 |
| 20 | -0.00019 | -0.002 | 0.499214 |
| 21 | -0.013497 | -0.1403 | 0.444355 |
| 22 | 0.0422 | 0.4386 | 0.330931 |
| 23 | -0.350879 | -3.6464 | 0.000205 |
| 24 | 0.697307 | 7.2466 | 0 |
| 25 | -0.33873 | -3.5202 | 0.000316 |
| 26 | 0.02675 | 0.278 | 0.390774 |
| 27 | -0.020901 | -0.2172 | 0.414225 |
| 28 | 0.011435 | 0.1188 | 0.452814 |
| 29 | -0.328727 | -3.4162 | 0.000448 |
| 30 | 0.624611 | 6.4911 | 0 |
| 31 | -0.337614 | -3.5086 | 0.000329 |
| 32 | 0.019385 | 0.2015 | 0.420361 |
| 33 | -0.003541 | -0.0368 | 0.485357 |
| 34 | 0.002971 | 0.0309 | 0.487712 |
| 35 | -0.287294 | -2.9856 | 0.001751 |
| 36 | 0.60141 | 6.25 | 0 |
| Partial Autocorrelation Function | |||
| Time lag k | PACF(k) | T-STAT | P-value |
| 1 | -0.432916 | -4.499 | 9e-06 |
| 2 | -0.178424 | -1.8542 | 0.033217 |
| 3 | -0.09115 | -0.9473 | 0.17281 |
| 4 | -0.011604 | -0.1206 | 0.452117 |
| 5 | -0.53179 | -5.5265 | 0 |
| 6 | 0.639012 | 6.6408 | 0 |
| 7 | -0.082313 | -0.8554 | 0.197105 |
| 8 | -0.204769 | -2.128 | 0.017805 |
| 9 | -0.129858 | -1.3495 | 0.089995 |
| 10 | -0.147725 | -1.5352 | 0.063829 |
| 11 | 0.025531 | 0.2653 | 0.39563 |
| 12 | 0.255442 | 2.6546 | 0.00457 |
| 13 | -0.04521 | -0.4698 | 0.319711 |
| 14 | -0.118656 | -1.2331 | 0.110106 |
| 15 | -0.052863 | -0.5494 | 0.291942 |
| 16 | -0.063329 | -0.6581 | 0.255927 |
| 17 | -0.251609 | -2.6148 | 0.005102 |
| 18 | 0.022331 | 0.2321 | 0.408461 |
| 19 | 0.040997 | 0.426 | 0.33546 |
| 20 | -0.017834 | -0.1853 | 0.426658 |
| 21 | -0.135308 | -1.4062 | 0.081274 |
| 22 | 0.018492 | 0.1922 | 0.423981 |
| 23 | -0.034176 | -0.3552 | 0.361579 |
| 24 | 0.069478 | 0.722 | 0.235918 |
| 25 | 0.095804 | 0.9956 | 0.160829 |
| 26 | 0.051973 | 0.5401 | 0.295113 |
| 27 | -0.023537 | -0.2446 | 0.403613 |
| 28 | -0.110183 | -1.1451 | 0.127358 |
| 29 | 0.002353 | 0.0245 | 0.490267 |
| 30 | -0.095079 | -0.9881 | 0.162658 |
| 31 | -0.057045 | -0.5928 | 0.277267 |
| 32 | 0.043326 | 0.4503 | 0.326714 |
| 33 | 0.025068 | 0.2605 | 0.397482 |
| 34 | -0.058725 | -0.6103 | 0.271477 |
| 35 | 0.006786 | 0.0705 | 0.471956 |
| 36 | 0.023994 | 0.2494 | 0.40178 |
